Christel Geiss

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Active JYU affiliations

Research interests

Our research concerns stochastic differential equations and backward stochastic equations appearing in Optimization as well as in Finance and Insurance, their approximation and their connection to partial differential equations. Especially I have been working on the further development of Malliavin calculus as a tool to investigate stochastic equations with jumps. The results are important to get fast computer simulations and enable to solve certain partial differential equations numerically.

Fields of science

Publications and other outputs

Last updated on 2022-11-10 at 12:19